+1.7%
SPGI vs MSTU
-90.3%
+92.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.9% |
| 7D | -0.9% | -9.3% | +8.4% | -0.6% |
| 30D | +15.5% | -38.3% | +53.8% | +17.2% |
| 3M | +15.7% | +24.0% | -8.4% | +13.0% |
| 6M | +19.1% | -72.1% | +91.1% | +20.3% |
| YTD | -4.1% | -70.2% | +66.2% | -2.8% |
| All | +1.7% | -90.3% | +92.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling